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    More On F000003XYK.T…


    SunWise 2001 CI Intl Value 75/100 (F000003XYK.TO)

    12.11 Up 0.01(0.08%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):24.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XYK.TOCategory
    Alpha (against Standard Index)-2.78-0.79
    Beta (against Standard Index)0.890.90
    Mean Annual Return0.620.79
    R-squared (against Standard Index)91.3384.17
    Standard Deviation11.0711.68
    Sharpe Ratio0.600.75
    Treynor Ratio7.079.45
    5 Years
    StatisticF000003XYK.TOCategory
    Alpha (against Standard Index)-2.87-1.42
    Beta (against Standard Index)0.860.93
    Mean Annual Return0.420.60
    R-squared (against Standard Index)91.1685.58
    Standard Deviation10.7212.10
    Sharpe Ratio0.400.54
    Treynor Ratio4.396.43
    10 Years
    StatisticF000003XYK.TOCategory
    Alpha (against Standard Index)-2.62-1.43
    Beta (against Standard Index)0.810.96
    Mean Annual Return0.090.22
    R-squared (against Standard Index)88.6787.34
    Standard Deviation11.7414.03
    Sharpe Ratio-0.040.08
    Treynor Ratio-1.440.16